I can’t believe I forgot Roald Dahl.
Okay, I gave this some serious thought, and I’m re-posting to say that my all-time favorite short story is Samuel Beckett’s "Dante and the Lobster."
It’s the first story in the ten-story collection More Pricks than Kicks.
In it, Belacqua Shuah, young Dublin ne’er-do-well, does three things: prepares his lunch; takes an Italian lesson, and picks up a lobster at the fishmonger’s, under orders from his aunt.
The story contains dozens of brilliant turns of phrase, some of which have been seriously lodged in my skull: if I’m not interested in meeting people I know on the street, the following speech often runs through my mind: “The great thing was to avoid being accosted. To be stopped at this stage and have conversational nuisance committed all over him would be a disaster…he would not have hesitated to strike any man rash enough to buttonhole and baulk him…he would have shouldered him out of his path without ceremony.”
On a slice of bread that Belacqua is about to toast: “He laid his cheek against the soft of the bread, it was spongy and warm, alive. But he would very soon take that plush feel off it, by God but he would very quickly take that fat white look off its face.”
Butter on that toast? “Buttered toast was all right for Senior Fellows and Salvationists, for such as had nothing but false teeth in their heads. It was no good at all to a fairly strong young rose like Belacqua.”
In addition to the delightful language, this early story features a lovely sample of the despair and nihilism that would emerge more strongly in Beckett’s mature work. Lurking in the background, in newspaper photos, is an assassin condemned to death. “The food was further spiced by the intelligence…that the man must swing at dawn in Mountjoy and nothing could save him.”
And finally, when Belacqua protests to his aunt that the lobster should not be boiled alive (he had assumed it was dead, like any other fish), she responds “They feel nothing.”
“In the depths of the sea it had crept into the cruel pot. For hours, in the midst of its enemies, it had breathed secretly. It had survived the Frenchwoman’s cat and his witless clutch. Now it was going alive into scalding water. It had to. Take into the air my quiet breath.”
Nightfall by Isaac Asimov.
I like essays and humor pieces, but short stories generally aren’t my cup of tea. Three writers whose work I do like, though, are—
• Dorothy Parker
• Jack Finney
• Saki
I had completely forgotten this story, it’s been at least 12 years since I read it. Beckett is certainly my favorite author, and his novels and short stories could use more attention.
But you left out the final lines of the story, which before your synopsis were all I (partially) remembered from it. Something to the effect of:
At least it is a quick and painless death.
God it is not.
(please append and let me know how close my 12 year old memory is)
(back to the bookshelves, muttering and bitching)
She lifted the lobster clear of the table. It had about thirty seconds to live.
Well, thought Belacqua, it’s a quick death, God help us all.
It is not.
“The End of the Whole Mess” is, IMHO, one of the best short stories King has written (if you’re referring to the one from “Nightmares and Dreamscapes” that is written from first-person as the narrator is slowly losing his memory).
Other than that one, I’d have to say “The Black Cat” by Poe.
KneadToKnow, thank you so much for mentioning “Some of Us Had Been Threatening Our Friend Colby” by Donald Barthelme!
I had never heard of it, did a search, found the full text online, just read it. It’s a hoot! I love it!
Sound of Thunder, Ray Bradbury
Anything out of “Fancies and Goodnight” by John Collier
Anything out of “The Civil War Stories” by Ambrose Bierce
Anything by Guy de Maupassant
And most anything by Robert Bloch, esp “Hellbound Train.”
and very, very little by Sommerset Maugham.
Many of my favorite short stories and short story writers have been mentioned already… but I haven’t seen anyone mention the great Frank O’Connor, who could crack me up and break my heart, often in the same story.
His best story was titled… I think… “Christmas Morning,” and it involves a child finding out, in the worst possible way, that there’s no Santa Claus.
His second best story (the title eludes me) involves two IRA rebels who are assigned to guard two captured English soldiers, at a remote irish farmhouse. During their weeks together, the four soldiers become friends… which makes it that much harder when the orders come: shoot the prisoners.
Desert Breakdown, 1968 by Tobias Wolfe
The James Dean Garage Band by Rick Moody (oooh–such an amazing story)
So Much Water so Close to Home by Raymond Carver
That other Carver short story with the little boy who was hit my the car (not The Bath, the other, better one)
It’s Bad Luck to Die by Elizabeth McCracken
Caviar by TC Boyle (totally not his style, but it’s so amazing)
The Swimmer by John Cheever
Note: I do read literature written before 1930; I just can’t think of any. . . .
Cannibalism 
Roger Zelazny - “But not the Herald”
Theodore Sturgeon “To Here and the Easel”
Eric Frank Russell “And then there were none”
and buggerbuggerbugger, can’t remember the title or author, but this SF one freaked me out when I was a kid; the final line is something like “Look, baby - food, lovely food!”
Offers?
Mephisto In Onyx - Harlan Ellison
Don’t Look Now - Daphne DuMaurier
Turn of the Screw - Henry James
Any of the books of blood - Clive Barker
Hodge
All right, folks, I know the first one is a cliche, but it’s also true (to my mind at least)
“A Clean, Well-Lighted Place” Hemingway creates a perfect scene here, and any writer will tell you that’s far more difficult than a simple, engaging dialogue.
My tie for first place: “The Ice Palace” by F. Scott Fitzgerald. The imagery, scenery, subtlety and cultural dissonance makes this story dance across the mind’s tongue like a 1947 Lafite Cabernet.
Speaking of wine, I can never read “A Cask of Amontillado” too many times.
Although I loathe his novels (A Farewell To Arms is on my Top 10 Worst Novels Ever list), I’ve quite enjoyed some of Hemingway’s short stories, notably:
The Snows Of Kilimanjaro
The Short Happy Life Of Francis Macomber
Municipal Report O’Henry
Silent Snow, Secret Snow (Can’t Remember the author)
Masque of the Red Death E A Poe
Young Goodman Brown Hawethorne
Another one by Hawethorne, I can’t remember the exact title. I think it was The Minister’s Veil
Ack! That should be Wolff.
I also love the Ice Palace and The Jelly Bean, both by Fitzgerald.
I’m not sure if these two really count, as they’re more like childrens’ books written for adults…
I’ve always enjoyed ** The Epipleptic Bicycle ** and ** The Haunted Tea-Cosy,** both by Edward Gorey.
HP Lovecraft’s ** At the Mountains of Madness ** was entertaining, as was ** Rage ** by Stephen King (Although I think it’s technically a novella)
James Joyce, “The Dead”. Harlan Ellison, “The Deathbird”. Flannery O’Connor, “Good Country People.” Hodge, I think Barker’s “In the Hills, the Cities…” is one of the most original stories I ever read. Three others that stick to the roof of my mind are Hemingway’s “In Another Country,” “Big Two-Hearted River,” and one called “The Grave”…was that by Katherine Anne Porter?